Similarly inappropriate names are used in French and in Portuguese, based on wrong beliefs about the origin of the turkey birds (from India or from Peru).
While in French the relationship between "dinde" and "d'Inde" is less obvious, Peru might object on the same grounds as Turkey to the turkey being called "peru" in Portuguese.
I believe that is always better to use the native names of countries, places, people and so on, but unfortunately, it is not realistic to expect that most native English speakers will ever be able to pronounce most foreign names in a way resembling their original pronunciation.
Even for the countries whose names happen to be written in the same way in English as in their own language, the English speakers pronounce them very differently, mainly because they are habituated to correspondences between vowel letters and vowel sounds that are unlike those used in any other language.